"Does Implied Volatility Imply Volatility in Bonds?" by Michael T. Maloney

Selected Works of Michael T. Maloney

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Does Implied Volatility Imply Volatility in Bonds?

Journal of Fixed Income (2001)

Michael T. Maloney, Clemson University
Eric Bertonazzi

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Keywords

volatility

Disciplines

Economics

Publication Date

December, 2001

Citation Information

Michael T. Maloney and Eric Bertonazzi. "Does Implied Volatility Imply Volatility in Bonds?" Journal of Fixed Income Vol. 11 Iss. 3 (2001)
Available at: http://works.bepress.com/michael_t_maloney/8/